+231.7%
CTVA vs PENG
+484.2%
-252.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.7% |
| 7D | +4.9% | +4.5% | +0.4% | +4.3% |
| 30D | +11.9% | -7.1% | +19.0% | +12.6% |
| 3M | +13.7% | -27.3% | +40.9% | +15.5% |
| 6M | +13.1% | +169.6% | -156.4% | -7.9% |
| YTD | +32.0% | +164.6% | -132.7% | +7.2% |
| 1Y | +22.1% | +109.5% | -87.4% | +2.3% |
| 3Y | +77.5% | +98.9% | -21.4% | +38.2% |
| 5Y | +106.3% | +116.3% | -10.0% | +48.2% |
| All | +231.7% | +484.2% | -252.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling